quantile

open override fun quantile(p: Double): Double(source)

Computes the quantile (inverse CDF) for the given probability p.

Uses Newton's method seeded with a Wilson-Hilferty normal approximation for shape >= 1, or a power-law approximation for shape < 1.

Return

the value x >= 0 such that cdf(x) = p.

Parameters

p

the cumulative probability, must be in 0, 1.